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Active power control can be used to balance the total power generated by wind farms with the power consumed on the electricity grid. With the increasing penetration levels of wind energy, there is an increasing need for this ancillary service. In this paper, we show that the tracking of a certain power reference signal provided by the transmission system operator can be significantly improved by using feedback control at the wind farm level. We propose a simple feedback control law that significantly improves the tracking behavior of the total power output of the farm, resulting in higher performance scores. The effectiveness of the proposed feedback controller is demonstrated using high-fidelity computational fluid dynamics simulations of a small wind farm.